Dimension-reduced Fourier Cosine Series Expansion based on Tensor Train Decomposition and its Application in Finance
A.C. Schaap (TU Delft - Electrical Engineering, Mathematics and Computer Science)
F. Fang – Graduation committee member (TU Delft - Electrical Engineering, Mathematics and Computer Science)
C. Vuik – Graduation committee member (TU Delft - Electrical Engineering, Mathematics and Computer Science)
H.M. Schuttelaars – Graduation committee member (TU Delft - Electrical Engineering, Mathematics and Computer Science)
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